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AVP – Data Scientist (Artificial Intelligence and Machine Learning)- MUMBAI

Job Req ID 25850896 Location(s) Mumbai, India Job Type Hybrid Job Category Decision Management
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The Data Scientist/AI-ML Engineer Senior Analyst plays a pivotal role in exploring, developing, and integrating Machine Learning (ML) and Artificial Intelligence (AI) capabilities into Internal Audit applications. This role requires a strong technical foundation and hands-on expertise with AI/ML concepts, agile methodologies, cloud computing, and AI agents. A critical component of this role is leveraging AI and Large Language Model (LLM) techniques, such as Retrieval-Augmented Generation (RAG), to build advanced models and applications.

The successful candidate will have experience designing and refining prompts to optimize generative AI model outputs for technical applications, ensuring high-quality, contextually relevant content. Alongside technical expertise, a creative, forward-thinking, and inquisitive mindset is key to thriving in this position.

Key Responsibilities:

  • Design, test, deploy, and maintain ML models using cloud-based solutions and various ML platforms.

  • Enhance existing AI/ML capabilities through exploration, testing, and implementation with tools like Azure and Google Vertex AI.

  • Develop complex LLM applications by designing, testing, and refining prompts to achieve clear, accurate, and contextually relevant outputs.

  • Collaborate with stakeholders to develop and deploy AI/ML use cases.

  • Communicate project progress, timelines, and milestones effectively to diverse audiences.

  • Use strong problem-solving skills to overcome challenges and meet project goals.

Key Qualifications and Competences:

  • 5-8 years of experience in Python coding, AI/ML model development, and deployment.

  • Demonstrable expertise in generative AI models, including prompt engineering, performance optimization, and understanding of model limitations.

  • Experience with advanced analytics, AI, ML, NLP, NLU, and LLM capabilities.

  • Extensive experience with API integration and testing.

  • Strong statistical foundation with expertise in supervised, unsupervised, semi-supervised, and reinforcement learning models, particularly for NLP/NLU applications.

  • Strong interpersonal skills and cultural sensitivity to collaborate with diverse stakeholders.

  • Detail-oriented and diligent in ensuring the accuracy and completeness of work.

  • Self-driven, proactive, and capable of thriving in a fast-paced, results-oriented environment.

  • Innovative and adaptable, with a focus on continuous improvement.

  • Familiarity with the financial services industry and/or auditing processes is a plus.

  • Positive, solution-oriented mindset with strong accountability for project outcomes.

Education:

  • Bachelor's degree in data science, Computer Science, MIS, or a related discipline.

  • CISA, PMP, Agile/Scrum, Cloud Computing, or related certifications are a plus

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Job Family Group:

Decision Management

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Job Family:

Specialized Analytics (Data Science/Computational Statistics)

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Time Type:

Full time

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Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law.

If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review Accessibility at Citi.

View Citi’s EEO Policy Statement and the Know Your Rights poster.

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